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October 2001 May 2020 CURRICULUM VITAE Eric Ghysels PRESENT POSITION: Edward M. Bernstein Distinguished Professor of Economics Professor of Finance, Kenan-Flagler Business School University of North Carolina, Chapel Hill Faculty Research Director, Rethinc.Labs, Kenan Institute for Private Enterprise, UNC Chapel Hill Adjunct Professor, Department of Electrical and Computer Engineering, North Carolina State University ADDRESS: Department of Economics Gardner Hall University of North Carolina at Chapel Hill Chapel Hill, NC 27599-3305 HOME PAGE: http://eghysels.web.unc.edu EDUCATION 1979 B.A. Economics, Supra Cum Laude, University of Brussels 1982 M.A. Economics, Northwestern University 1984 Ph.D. Managerial Economics and Decision Science, Kellogg Graduate School of Management, Northwestern University Thesis Committee: V.V. Chari, T. Doan, R. Hodrick, P.E. Rossi 2019 Doctorate in Business Administration (Doctor Honoris Causa), HEC Liège AWARDS, FELLOWSHIPS AND HONORS 1980-81 Fulbright Fellow, Hoover Foundation, Belgian American Educational Foundation 1981-1984 Research Fellow, National Science Foundation of Belgium 1985 ASA/NSF/Census Fellow, American Statistical Association, Washington, D.C. 1990 Keynote Speaker, World Congress of the Econometric Society, Barcelona 1991-1992 Research Fellow, Cowles Foundation, Yale University 1 1992 Research Fellow, Institute of Empirical Macroeconomics 1995 Invited Speaker, Brazilian Econometric Society, Salvador, Bahia 1995 Keynote Speaker, American Statistical Association, Orlando 1997 Nomination for Harry Johnson Best Paper Award, Canadian Journal of Economics 1998 Chair-Elect, Business and Economic Statistics Section, American Statistical Association 1998 Speaker, Invited Econometrics Session, Econometric Society European Meetings, Berlin 1998 Nomination for the Smith Breeden Prize, Journal of Finance 1999 Chair, Business and Economic Statistics Section, American Statistical Association 1999 WFA Award, NYSE Best Paper Award in Equity Trading 1999 Keynote Speaker, EC2 Conference on Financial Econometrics, Madrid, Spain 2000 Invited Speaker, International Conference on Seasonality in Economic and Financial Variables, Algarve, Portugal 2001 Nomination for the Smith Breeden Prize, Journal of Finance 2001 Fellow, Journal of Econometrics 2001 Fellow, American Statistical Association 2001-2002 Honorary Simon Visiting Professor, University of Manchester 2002 Listed in Who’s Who in Economics. Fourth Edition. 2003 Invited Speaker, International Statistical Institute Meetings, Berlin. 2003 Keynote Speaker, Portuguese Statistical Association, Faro. 2003 Best Paper in Investments Award, Southern Finance Association. 2003 Invited Speaker, Conference on Analysis of High-Frequency Financial Data and Market Microstructure, Academia Sinica, Taiwan. 2004 Invited Speaker, Time Series Modeling in Marketing, Tuck School of Business at Dartmouth. 2005 Keynote Speaker, EC2 Conference on Financial Econometrics, Istanbul, Turkey. 2005 Keynote Speaker, Society for Computational Economics Annual International Conference, Washington DC. 2005 Honorary Fellow, European Society for Computational Methods in Sciences and Engineering. 2005 Keynote Speaker, International Symposium on Advances in Financial Forecasting, Greece. 2005 Keynote Speaker, Symposium for Deutsche Bank Prize in Financial Economics in honor of Eugene F. Fama, Frankfurt, Germany. 2006 Keynote Speaker, 2006 International Symposium on Financial Engineering and Risk Management, Xiamen University, China. 2006 Keynote Speaker, Canadian Econometrics Study Group, Niagara Falls, Canada. 2007 Invited Speaker, Far Eastern Meetings of the Econometric Society, Taipei. 2007 All-Star JFE paper Chernov-Ghysels (2000) 2007 Keynote Speaker, Singapore Econometric Study Group 2008 Keynote Speaker, 2008 International Symposium on Nonlinear Time Series Econometrics with Applications (NTSEA2008), Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, China. 2 2008 Keynote Speaker, International Forecasting Conference, Rio de Janeiro, Brazil. 2008 Founding Co-President, Society for Financial Econometrics (SoFiE) – with Robert Engle (NYU). 2008-2009 Resident Scholar, Research Department, Federal Research Bank of New York. 2009 Keynote Speaker, International Symposium on Financial Engineering and Risk Management, Xiamen University, China. 2009 Best Paper Award, Chinese International Conference of Finance - Guangzhou. 2009 Visiting Scholar, Federal Reserve Bank of New York. 2010 Elected as Voting Member of the Belgian American Educational Foundation. 2010 Invited Speaker, Financial Engineering and Risk Management Conference, Taipei. 2010 Keynote speaker, 6th Eurostat Colloquium on "Modern Tools for Business Cycle Analysis: The Lessons from Global Economic Crisis", Luxemburg. 2010 Keynote Speaker, International Conference on High-Dimensional Econometric Modeling, Cass Business School, London. 2010 Visiting Scholar, Federal Reserve Bank of New York. 2011 Fernand Braudel Senior Fellow, European University Institute, Florence, Italy. 2011 ET Conversation with Eric Ghysels, by Peter C.B. Phillips and Jun Yu. 2011 Presidential Address - Fourth SoFiE Annual Meeting, University of Chicago. 2011 Wim Duisenberg Fellow, European Central Bank. 2011 Western Finance Association Best Paper Award. 2012 Keynote speaker, Singapore Management University-ESSEC Business School Symposium on Empirical Finance and Financial Econometrics, Singapore. 2012 Marie Curie Fellow, University of Cyprus 2012 Fellow, Society for Financial Econometrics (SoFiE Fellow). 2012 Visiting Scholar, Federal Reserve Bank of New York. 2012 Visiting Researcher, National Bank of Belgium. 2013 Marie Curie Fellow, University of Cyprus 2013 Keynote Speaker, Inquire Europe, Edinburgh. 2013 Visiting Scholar, Federal Reserve Bank of New York. 2013 Invited Speaker, Central Bank of Cyprus 2013 Visiting Researcher, National Bank of Belgium. 2013 Visiting Researcher, Federal Reserve Bank of Chicago 2014 Keynote speaker Bank of Portugal conference on Econometric Methods for Banking - Lisbon. 2014 Visiting Scholar Federal Reserve Bank of New York. 2014 Visiting Scholar National Bank of Belgium. 2014 Invited Professor, INET Cambridge University, UK. 2014 Invited speaker Eighth International Conference on Computational and Financial Econometrics, University of Pisa. 2015 Keynote speaker International Symposium in Statistics on Advances in Parametric and Semiparametric Analysis of Multivariate, Time Series, Spatial-temporal, and Familial-longitudinal Data, St. John's Canada. 3 2015 Keynote Speaker, Second Workshop on High Dimensional Time Series in Macroeconomics and Finance, Institute for Advanced Studies, Vienna. 2015 Visiting Professor, Stevanovich Center, University of Chicago. 2015 Visiting Scholar, National Bank of Belgium. 2015 Keynote Speaker, Ninth Annual Risk Management Conference, RMI, Singapore. 2016 Keynote Speaker, French Finance Association, Belgium. 2017 Keynote Speaker, Belgian Finance Club 2017 Visiting Professor, Università della Svizzera Italiana, Lugano 2017 Invited Speaker, Derivatives Conference: State of the Art, NYU 2017 Keynote Speaker - Centre Interfacultaire Bernoulli, Closing Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences, Lausanne, Switzerland. 2017 Invited Speaker, 10th Annual Meetings SoFiE, New York 2017 Tommaso Padoa-Schioppa Visiting Professorship Bocconi University, Milan 2017 Inaugural Emil Gumbel Lecture, Heidelberg University 2018 Tommaso Padoa-Schioppa Visiting Professorship Bocconi University, Milan 2018 Invited Speaker, CARE conference, Leesburg, VA 2018 Visiting Professor, Kobe University, Japan 2018 Keynote Speaker, Fourth Annual Conference VINS, Shanghai, China 2019 Invited Speaker, Centennial Alumni Weekend Meeting, Kenan-Flagler Business School 2019 Invited Speaker, Joint Research Centre (JRC) European Commission conference on Big data and macroeconomic forecasting, Italy 2019 Invited Speaker, AI in Finance, SoFiE conference Shanghai, China 2019 Doctor Honoris Causa, HEC Liège, Belgium 2019 Keynote Speaker, Chinese Economists Society, Dailan, China 2019 CORE Lecture Series, UC Louvain, Belgium 2019 Best Paper Award, Journal of Risk and Financial Management 2020 SoFiE Summer School Lectures, University of Chicago 2020 SoFiE Summer School Lectures, NYU/Shanghai OTHER ACADEMIC APPOINTMENTS CEPR Research Fellow Research Fellow, CIRANO, Montreal Research Affiliate, The Volatility Institute, NYU Stern PUBLICATIONS 1980 1. “The Information Content of Preliminary and Final Belgian GNP Data” (with J. Vuchelen), Cahiers Économiques de Bruxelles 87, 407-432 (in Dutch). 4 1981 2. “The Use of DULBEA GNP Figures in Business Cycle Analysis” (with J. Vuchelen), Cahiers Économiques de Bruxelles 89, 53-73 (in Dutch). 1982 3. “Philosophy of Sciences in Economics”, Tijdschrift voor Ekonomie en Management 27, 455-473 (in Dutch). 4. “Time Series Analysis and Errors in GNP – A Theoretical Correction of Ghysels and Vuchelen”, Cahiers Économiques de Bruxelles 96, 489-495. 1987 5. “Seasonal Adjustment without Too Much a Priori Economic Theory”, 1986 Proceedings of the American Statistical Association, Business and Economic Statistics Section, 150-153. 6. “Seasonal Extraction in the Presence of Feedback”, Journal of Business and Economic Statistics 5, 191-194. 7. “On Non-Stationarity and Induced Seasonality in Inventories”, 1987 Proceedings of the American Statistical Association, Business and Economic Statistics Section, 477-481. 1988 8. “Seasonality in
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